+252.8%
SPOT vs IJR
+112.9%
+139.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | -3.1% | -2.2% | -0.9% | -1.7% |
| 30D | +7.4% | -4.6% | +12.0% | +10.6% |
| 3M | +8.2% | +0.2% | +7.9% | +7.7% |
| 6M | +2.2% | +14.7% | -12.5% | -7.0% |
| YTD | -9.5% | +18.9% | -28.3% | -19.8% |
| 1Y | -23.8% | +19.9% | -43.8% | -33.3% |
| 3Y | +233.5% | +53.0% | +180.4% | +141.0% |
| 5Y | +112.2% | +40.9% | +71.3% | +64.8% |
| All | +252.8% | +112.9% | +139.9% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling